Pages that link to "Item:Q2036300"
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The following pages link to A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300):
Displaying 5 items.
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Shrinkage Algorithms for MMSE Covariance Estimation (Q4570555) (← links)
- Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data (Q5231497) (← links)
- A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)